In nginx configuration, directives are not required to start and end with new lines. As such, the provided information is not enough to conclude that not_include ... in the grep provided is interpreted as a directive. For example, in the following configuration it will be interpreted as an index file name:

index index.html
not_include /etc/nginx/conf.d/*.conf;

Note no ; after the first line, so both not_include and /etc/nginx/conf.d/*.conf are interpreted as parameters of the index directive.

If you think there is indeed a bug, and not a misconfiguration as explained above, please provide full nginx -T output.